{"feed":"hoad_options_analytics","schema_version":1,"data_date":"2026-10-02","generated_at":"2026-10-02T20:59:41Z","source_file":"greeks_20261002.gzip","symbol":"SIGI","summary":{"name":"SIGI","price":85.59,"total_oi":105,"call_oi":88,"put_oi":17,"pc_ratio":0.193,"net_gex":9784.03,"avg_iv":41.2,"iv_rank":5.1,"iv_52w_high":119.63,"iv_52w_low":37.0,"gamma_flip":66.5,"max_pain":85.0},"features":{"symbol":"SIGI","price":85.59,"total_oi":105,"analysis_coverage":0.6667,"avg_iv_pct":41.2,"iv_rank":5.1,"iv_52w_high_pct":119.63,"iv_52w_low_pct":37.0,"front_dte":14,"front_atm_iv_pct":33.087,"back_atm_iv_pct":28.3909,"term_premium_pp":4.6961,"expected_move_front_pct":6.48,"straddle_front_pct":null,"straddle_30d_pct":null,"risk_reversal_front_pp":null,"risk_reversal_30d_pp":null,"butterfly_front_pp":null,"butterfly_30d_pp":null,"put_call_oi_ratio":0.193,"put_call_oi_front_ratio":1.667,"put_call_volume_front_ratio":0.0,"option_volume":4,"volume_oi_ratio":0.038095,"net_delta_normalized":0.188942,"dealer_delta_normalized":-0.187143,"gex_per_100k_oi":9318123.809524,"vanna_per_100k_oi":0.0,"charm_per_100k_oi":0.0,"weekend_delta_shift_per_100k_oi":0.0,"iv_surface_range_pp":15.2,"gamma_flip_distance_pct":-22.304007,"max_pain_distance_pct":-0.689333,"peak_call_distance_pct":null,"peak_put_distance_pct":5.152471},"analyses":{"gamma_walls":[{"strike":60.0,"call_gex":0.0,"put_gex":-46.46,"net_gex":-46.46,"call_oi":0,"put_oi":1},{"strike":65.0,"call_gex":0.0,"put_gex":0.0,"net_gex":0.0,"call_oi":1,"put_oi":0},{"strike":70.0,"call_gex":155.31,"put_gex":0.0,"net_gex":155.31,"call_oi":2,"put_oi":0},{"strike":80.0,"call_gex":1368.12,"put_gex":-966.93,"net_gex":401.19,"call_oi":6,"put_oi":5},{"strike":85.0,"call_gex":1079.37,"put_gex":-1366.94,"net_gex":-287.57,"call_oi":2,"put_oi":6},{"strike":90.0,"call_gex":2453.81,"put_gex":-1701.18,"net_gex":752.63,"call_oi":9,"put_oi":4},{"strike":95.0,"call_gex":182.48,"put_gex":-200.69,"net_gex":-18.21,"call_oi":1,"put_oi":1},{"strike":100.0,"call_gex":6884.81,"put_gex":0.0,"net_gex":6884.81,"call_oi":48,"put_oi":0},{"strike":105.0,"call_gex":1404.56,"put_gex":0.0,"net_gex":1404.56,"call_oi":12,"put_oi":0},{"strike":110.0,"call_gex":190.2,"put_gex":0.0,"net_gex":190.2,"call_oi":2,"put_oi":0},{"strike":120.0,"call_gex":287.41,"put_gex":0.0,"net_gex":287.41,"call_oi":4,"put_oi":0},{"strike":130.0,"call_gex":60.15,"put_gex":0.0,"net_gex":60.15,"call_oi":1,"put_oi":0}],"pain_by_strike":[{"strike":60.0,"call_value":0,"put_value":405.0,"total_value":405.0},{"strike":65.0,"call_value":0.0,"put_value":325.0,"total_value":325.0},{"strike":70.0,"call_value":5.0,"put_value":245.0,"total_value":250.0},{"strike":80.0,"call_value":35.0,"put_value":85.0,"total_value":120.0},{"strike":85.0,"call_value":80.0,"put_value":30.0,"total_value":110.0},{"strike":90.0,"call_value":135.0,"put_value":5.0,"total_value":140.0},{"strike":95.0,"call_value":235.0,"put_value":0.0,"total_value":235.0},{"strike":100.0,"call_value":340.0,"put_value":0.0,"total_value":340.0},{"strike":105.0,"call_value":685.0,"put_value":0.0,"total_value":685.0},{"strike":110.0,"call_value":1090.0,"put_value":0.0,"total_value":1090.0},{"strike":120.0,"call_value":1920.0,"put_value":0.0,"total_value":1920.0},{"strike":130.0,"call_value":2790.0,"put_value":0,"total_value":2790.0}],"surface":[{"moneyness":0.85,"dte":7,"iv":null,"strike":null},{"moneyness":0.85,"dte":14,"iv":null,"strike":null},{"moneyness":0.85,"dte":21,"iv":null,"strike":null},{"moneyness":0.85,"dte":30,"iv":null,"strike":null},{"moneyness":0.85,"dte":45,"iv":null,"strike":null},{"moneyness":0.85,"dte":60,"iv":null,"strike":null},{"moneyness":0.85,"dte":90,"iv":83.7,"strike":60.0},{"moneyness":0.9,"dte":7,"iv":null,"strike":null},{"moneyness":0.9,"dte":14,"iv":null,"strike":null},{"moneyness":0.9,"dte":21,"iv":null,"strike":null},{"moneyness":0.9,"dte":30,"iv":null,"strike":null},{"moneyness":0.9,"dte":45,"iv":null,"strike":null},{"moneyness":0.9,"dte":60,"iv":null,"strike":null},{"moneyness":0.9,"dte":90,"iv":null,"strike":null},{"moneyness":0.95,"dte":7,"iv":null,"strike":null},{"moneyness":0.95,"dte":14,"iv":null,"strike":null},{"moneyness":0.95,"dte":21,"iv":null,"strike":null},{"moneyness":0.95,"dte":30,"iv":null,"strike":null},{"moneyness":0.95,"dte":45,"iv":41.2,"strike":80.0},{"moneyness":0.95,"dte":60,"iv":null,"strike":null},{"moneyness":0.95,"dte":90,"iv":29.7,"strike":80.0},{"moneyness":1.0,"dte":7,"iv":null,"strike":null},{"moneyness":1.0,"dte":14,"iv":33.1,"strike":85.0},{"moneyness":1.0,"dte":21,"iv":null,"strike":null},{"moneyness":1.0,"dte":30,"iv":null,"strike":null},{"moneyness":1.0,"dte":45,"iv":null,"strike":null},{"moneyness":1.0,"dte":60,"iv":null,"strike":null},{"moneyness":1.0,"dte":90,"iv":28.4,"strike":85.0},{"moneyness":1.05,"dte":7,"iv":null,"strike":null},{"moneyness":1.05,"dte":14,"iv":43.4,"strike":90.0},{"moneyness":1.05,"dte":21,"iv":null,"strike":null},{"moneyness":1.05,"dte":30,"iv":null,"strike":null},{"moneyness":1.05,"dte":45,"iv":32.9,"strike":90.0},{"moneyness":1.05,"dte":60,"iv":null,"strike":null},{"moneyness":1.05,"dte":90,"iv":25.8,"strike":90.0},{"moneyness":1.1,"dte":7,"iv":null,"strike":null},{"moneyness":1.1,"dte":14,"iv":43.9,"strike":95.0},{"moneyness":1.1,"dte":21,"iv":null,"strike":null},{"moneyness":1.1,"dte":30,"iv":null,"strike":null},{"moneyness":1.1,"dte":45,"iv":45.0,"strike":95.0},{"moneyness":1.1,"dte":60,"iv":null,"strike":null},{"moneyness":1.1,"dte":90,"iv":null,"strike":null},{"moneyness":1.15,"dte":7,"iv":null,"strike":null},{"moneyness":1.15,"dte":14,"iv":null,"strike":null},{"moneyness":1.15,"dte":21,"iv":null,"strike":null},{"moneyness":1.15,"dte":30,"iv":null,"strike":null},{"moneyness":1.15,"dte":45,"iv":55.5,"strike":100.0},{"moneyness":1.15,"dte":60,"iv":null,"strike":null},{"moneyness":1.15,"dte":90,"iv":58.9,"strike":113.0}],"term_structure":[{"expiration":"10/16/2026","dte":14,"iv":1.0,"contract_count":3,"total_oi":7},{"expiration":"11/20/2026","dte":49,"iv":0.7514,"contract_count":2,"total_oi":10},{"expiration":"12/18/2026","dte":77,"iv":0.0,"contract_count":4,"total_oi":13},{"expiration":"03/19/2027","dte":168,"iv":0.1122,"contract_count":1,"total_oi":2}],"expected_move":[{"expiration":"10/16/2026","dte":14,"expected_move_1std":6.48,"expected_move_2std":12.95,"contract_count":1},{"expiration":"12/18/2026","dte":77,"expected_move_1std":13.04,"expected_move_2std":26.09,"contract_count":1},{"expiration":"03/19/2027","dte":168,"expected_move_1std":20.14,"expected_move_2std":40.28,"contract_count":1}],"pc_skew":[{"expiration":"10/16/2026","dte":14,"call_oi":3,"put_oi":5,"total_oi":8,"pc_ratio":1.667,"pc_ratio_volume":0,"sentiment":"bearish"},{"expiration":"11/20/2026","dte":49,"call_oi":8,"put_oi":4,"total_oi":12,"pc_ratio":0.5,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"12/18/2026","dte":77,"call_oi":42,"put_oi":6,"total_oi":48,"pc_ratio":0.143,"pc_ratio_volume":0,"sentiment":"bullish"},{"expiration":"03/19/2027","dte":168,"call_oi":35,"put_oi":2,"total_oi":37,"pc_ratio":0.057,"pc_ratio_volume":0,"sentiment":"bullish"}],"dealer_positioning":{"positioning":[{"strike":60.0,"call_delta_oi":0,"put_delta_oi":-13.0,"dealer_delta":13.0,"call_oi":0,"put_oi":1},{"strike":70.0,"call_delta_oi":183.0,"put_delta_oi":0,"dealer_delta":-183.0,"call_oi":2,"put_oi":0},{"strike":80.0,"call_delta_oi":458.0,"put_delta_oi":-143.0,"dealer_delta":-315.0,"call_oi":6,"put_oi":5},{"strike":85.0,"call_delta_oi":113.0,"put_delta_oi":-252.0,"dealer_delta":139.0,"call_oi":2,"put_oi":6},{"strike":90.0,"call_delta_oi":340.0,"put_delta_oi":-349.0,"dealer_delta":9.0,"call_oi":9,"put_oi":4},{"strike":95.0,"call_delta_oi":30.0,"put_delta_oi":-88.0,"dealer_delta":58.0,"call_oi":1,"put_oi":1},{"strike":100.0,"call_delta_oi":1276.0,"put_delta_oi":0,"dealer_delta":-1276.0,"call_oi":48,"put_oi":0},{"strike":105.0,"call_delta_oi":287.0,"put_delta_oi":0,"dealer_delta":-287.0,"call_oi":12,"put_oi":0},{"strike":110.0,"call_delta_oi":43.0,"put_delta_oi":0,"dealer_delta":-43.0,"call_oi":2,"put_oi":0},{"strike":120.0,"call_delta_oi":63.0,"put_delta_oi":0,"dealer_delta":-63.0,"call_oi":4,"put_oi":0},{"strike":130.0,"call_delta_oi":17.0,"put_delta_oi":0,"dealer_delta":-17.0,"call_oi":1,"put_oi":0}],"net_dealer_delta":-1965.0,"total_call_delta":2810.0,"total_put_delta":-845.0,"bias":"neutral"},"vol_smile":[],"greeks_heatmap":{"delta":[],"gamma":[],"theta":[],"vega":[]},"risk_reversal":[],"vanna_exposure":{"exposure":[],"net_vanna":0,"interpretation":"neutral"},"charm_exposure":{"exposure":[],"net_charm":0,"weekend_delta_shift":0},"net_delta":[{"expiration":"10/16/2026","dte":14,"call_delta":150.0,"put_delta":-437.0,"net_delta":-287.0,"call_oi":3,"put_oi":5,"total_oi":8,"total_volume":4,"bias":"neutral"},{"expiration":"11/20/2026","dte":49,"call_delta":282.0,"put_delta":-115.0,"net_delta":167.0,"call_oi":8,"put_oi":4,"total_oi":12,"total_volume":0,"bias":"neutral"},{"expiration":"12/18/2026","dte":77,"call_delta":1333.0,"put_delta":-211.0,"net_delta":1122.0,"call_oi":41,"put_oi":6,"total_oi":47,"total_volume":0,"bias":"neutral"},{"expiration":"03/19/2027","dte":168,"call_delta":1044.0,"put_delta":-82.0,"net_delta":963.0,"call_oi":35,"put_oi":2,"total_oi":37,"total_volume":0,"bias":"neutral"}],"straddle_pricing":[],"volume_profile":{"profile":[{"strike":60.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":0,"put_oi":1,"total_oi":1,"bias":"neutral"},{"strike":65.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"},{"strike":70.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":80.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":6,"put_oi":5,"total_oi":11,"bias":"neutral"},{"strike":85.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":6,"total_oi":8,"bias":"neutral"},{"strike":90.0,"call_volume":0,"put_volume":4,"total_volume":4,"call_oi":9,"put_oi":4,"total_oi":13,"bias":"bearish"},{"strike":95.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":1,"total_oi":2,"bias":"neutral"},{"strike":100.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":48,"put_oi":0,"total_oi":48,"bias":"neutral"},{"strike":105.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":12,"put_oi":0,"total_oi":12,"bias":"neutral"},{"strike":110.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":2,"put_oi":0,"total_oi":2,"bias":"neutral"},{"strike":120.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":4,"put_oi":0,"total_oi":4,"bias":"neutral"},{"strike":130.0,"call_volume":0,"put_volume":0,"total_volume":0,"call_oi":1,"put_oi":0,"total_oi":1,"bias":"neutral"}],"underlying_price":85.58999633789062,"peak_call_strike":null,"peak_put_strike":90.0,"total_call_volume":0,"total_put_volume":4,"volume_pc_ratio":0},"iv_contours":{"x":[1.17],"y":[77,168],"z":[[43.61],[28.42]],"levels":[28.4,29.9,31.5,33.0,34.5,36.0,37.5,39.1,40.6,42.1,43.6],"min_iv":28.4,"max_iv":43.6},"butterfly_spread":[],"iv_history":[{"date":"2026-09-14","iv":99.92},{"date":"2026-09-15","iv":117.51},{"date":"2026-09-16","iv":119.63},{"date":"2026-09-17","iv":55.51},{"date":"2026-09-18","iv":63.81},{"date":"2026-09-21","iv":37.0},{"date":"2026-09-22","iv":38.5},{"date":"2026-09-23","iv":41.0},{"date":"2026-09-24","iv":41.3},{"date":"2026-09-25","iv":39.5},{"date":"2026-09-28","iv":41.4},{"date":"2026-09-29","iv":40.9},{"date":"2026-09-30","iv":43.9},{"date":"2026-10-01","iv":41.8},{"date":"2026-10-02","iv":41.2}]}}